Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47362.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45967.23 Kr¶

PnL: ---------------------------------------> -921.34 Kr¶

DD now: ---------------------------------> -2.607 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 10:03:57.555501'

Anic Portfolio¶

Today¶

Return: -1.135 %¶

This Week¶

Return: -0.36 %¶

Total¶

Return: 55.051 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.860000 2730.000000 94.000000 3.570000 2636.000010
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.650000 633.660000 56.660000 9.820000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.720000 403.600000 48.600000 13.690000 355.000000
SAAB B 8 0.070000 3404.000000 27.000000 0.800000 3377.000000
OEM International B 7 -1.370000 553.700000 25.700000 4.870000 527.999997
Norva24 Group 16 -1.290000 564.800000 21.800000 4.010000 543.000000
HMS Networks 2 -2.980000 690.000000 17.000000 2.530000 673.000000
MedCap 2 -2.240000 436.000000 15.000000 3.560000 421.000000
Intrum 4 -2.030000 541.600000 14.600000 2.770000 527.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -1.160000 545.200000 13.200000 2.480000 532.000000
Boozt 12 -3.620000 1660.800000 6.800000 0.410000 1653.999996
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -2.900000 249.360000 3.360000 1.370000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
AcadeMedia 12 -1.730000 559.200000 2.200000 0.390000 557.000004
Swedbank A 3 -0.420000 564.750000 0.750000 0.130000 564.000000
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Securitas B 6 -0.960000 568.800000 -1.200000 -0.210000 570.000000
Handelsbanken A 5 0.550000 544.000000 -2.000000 -0.370000 546.000000
Essity B 2 0.280000 571.800000 -2.200000 -0.380000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
CTEK 13 -2.920000 518.050000 -15.950000 -2.990000 533.999999
Midsona B 63 -1.320000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -0.890000 3408.660000 -45.340000 -1.310000 3453.999992
International Petroleum Corp. 5 -3.030000 543.500000 -51.070000 -8.590000 594.565215
Vivesto 1368 -1.820000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -0.090000 3734.500000 -115.500000 -3.000000 3850.000000
Axfood 13 -0.790000 3599.700000 -156.300000 -4.160000 3756.000001
OX2 18 -1.410000 1505.700000 -158.300000 -9.510000 1663.999992
Fasadgruppen Group 35 0.910000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 45967.230000 -921.340000 -2.60694% 46888.564618

Updated:¶

'2023-01-19 10:04:10.369753'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶